Golden Valley Bancshares Stock Market Value
| GVYB Stock | USD 21.10 0.25 1.20% |
| Symbol | Golden |
Golden Valley 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Golden Valley's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Golden Valley.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Golden Valley on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Golden Valley Bancshares or generate 0.0% return on investment in Golden Valley over 720 days. Golden Valley is related to or competes with Infinity Bank, Lumbee Guaranty, Denali Bancorporation, West Shore, Ledyard Financial, Sturgis Bancorp, and Baraboo Bancorporation. Golden Valley Bancshares, Inc. provides various commercial banking products and services for individuals and businesses ... More
Golden Valley Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Golden Valley's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Golden Valley Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 9.99 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 2.0 |
Golden Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golden Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golden Valley's standard deviation. In reality, there are many statistical measures that can use Golden Valley historical prices to predict the future Golden Valley's volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.0323 | |||
| Treynor Ratio | (1.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Golden Valley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Golden Valley Bancshares Backtested Returns
At this point, Golden Valley is very steady. Golden Valley Bancshares holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Golden Valley Bancshares, which you can use to evaluate the volatility of the firm. Please check out Golden Valley's Risk Adjusted Performance of 0.1052, market risk adjusted performance of (1.30), and Standard Deviation of 1.13 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Golden Valley has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Golden Valley are expected to decrease at a much lower rate. During the bear market, Golden Valley is likely to outperform the market. Golden Valley Bancshares right now retains a risk of 1.13%. Please check out Golden Valley treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Golden Valley will be following its current trending patterns.
Auto-correlation | 0.45 |
Average predictability
Golden Valley Bancshares has average predictability. Overlapping area represents the amount of predictability between Golden Valley time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Golden Valley Bancshares price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Golden Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 2.38 |
Golden Valley Bancshares lagged returns against current returns
Autocorrelation, which is Golden Valley pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Golden Valley's pink sheet expected returns. We can calculate the autocorrelation of Golden Valley returns to help us make a trade decision. For example, suppose you find that Golden Valley has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Golden Valley regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Golden Valley pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golden Valley pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golden Valley pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Golden Valley Lagged Returns
When evaluating Golden Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golden Valley pink sheet have on its future price. Golden Valley autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Golden Valley autocorrelation shows the relationship between Golden Valley pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Golden Valley Bancshares.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Golden Pink Sheet
Golden Valley financial ratios help investors to determine whether Golden Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Golden with respect to the benefits of owning Golden Valley security.